Happened to me the first time I tired downloading. Restart your computer first. Try to reinstall & while doing so don't browse anything or click just let the downloader go. Also run as Admin, if you can.
Yh also make sure nothing is blocking it from downloading like your firewall or AV don't turn them off just make an exception, also you could try a different browser. Make sur UAc is turned off, UAC = user account controls and as said above run as admin.